-5.5%
RKT vs ROL
-0.3%
-5.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | +2.1% | -1.4% | +3.5% | +2.6% |
| 30D | +1.4% | -4.1% | +5.5% | +3.0% |
| 3M | +6.3% | -22.5% | +28.8% | +16.8% |
| 6M | -15.5% | -37.7% | +22.2% | +1.2% |
| YTD | -27.4% | -39.6% | +12.2% | -12.3% |
| 1Y | -26.6% | -36.0% | +9.4% | -13.7% |
| 3Y | +41.2% | -5.1% | +46.4% | +33.8% |
| All | -5.5% | -0.3% | -5.1% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling